Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37369.94 Day 30 Yes 2078.43 31-90 Days N-2 37323.55 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14715.79 Day 30 Yes 690.97 91-180 Days N-3 14179.96 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29571.74 Day 30 Yes 1267.45 31-90 Days N-4 32586.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2864.24 Day 30 No 161.05 91-180 Days N-5 2636.67 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35876.37 Day 30 No 2567.08 91-180 Days N-6 36601.64 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11864.53 Day 30 No 498.24 31-90 Days N-7 13580.02 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40919.68 Day 30 Yes 163.59 7-30 Days P-1 42046.51 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40683.03 Day 30 Yes 371.11 91-180 Days P-2 34738.96 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17975.04 Day 30 No 1445.11 31-90 Days S-8 18364.58 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18748.45 Day 30 Yes 267.65 91-180 Days Y-1 20997.19 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8293.00 Day 30 Yes 192.28 31-90 Days Y-2 9850.92 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31524.35 Day 30 Yes 1378.53 7-30 Days Y-3 33388.76 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32702.36 Day 30 No 2395.08 <7 Days Y-4 34065.30 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27270.11 Day 30 No 793.84 31-90 Days Z-1 22954.39 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40021.55 Day 30 Yes 316.25 <7 Days A-2 42767.30 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36562.52 Day 30 Yes 400.38 7-30 Days A-3 39398.72 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40195.58 Day 30 Yes 1188.95 <7 Days A-4 32357.98 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42871.44 Day 30 Yes 1130.27 <7 Days A-5 39886.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30056.19 Day 30 No 619.20 7-30 Days CB-1 25862.47 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20344.65 Day 30 No 817.82 7-30 Days CB-2 23137.26 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28813.73 Day 30 Yes 161.87 <7 Days CB-3 29188.68 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32160.75 Day 30 No 1162.37 31-90 Days E-1 30502.23 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23911.98 Day 30 Yes 1833.99 7-30 Days E-2 21940.36 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6810.65 Day 30 No 626.48 <7 Days G-1 7045.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5034.54 Day 30 No 75.65 7-30 Days G-2 5011.28 Full No Wholesale Lending